It sounds like you don’t have the libraries properly installed. Inside your main Arduino folder you should see a folder called /libraries. Inside that you need to extract the following libraries into their own folders with these exact names:
For instance, my SdFat library is here:
And inside that folder I have the 35 files and 2 subfolders contained in the SdFat library. Please confirm that your setup is correct. Also, please make sure opening the GameFrame project with the right Arduino executable. If you have multiple versions of Arduino installed (1.0.5, for instance), the system can default to one or the other when double-clicking on an .INI file.